Downside market protection with earnings sentiment PART 2
This report aggregates REACTION signals for the most liquid 500 stocks to create an indictor that predicts downside moves in SPY.
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Research
Leapday Quantitative Research Team
- Oct 31, 2022
- 7 min
Downside market protection with earnings sentiment
This report aggregates REACTION signals to create an indictor that predicts downside moves in the overall stock market.
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